Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 335 / 2 / ii

To first order in the weak fluctuation, $n^2-1=2\mu W+O({\mu }^2)$, soForintroduce the signs $s=(1,-1,1,-1)$. The product rule gives

Assume that $W$ is a zero-mean stationary Gaussian random field, that its longitudinal correlation length is short compared with the envelope's evolution scale, and that the propagation distance is long compared with that correlation length. The forward Markov approximation then neglects diffraction during one correlation length. Applying the Furutsu–Novikov formula closes the last average at second order in $\mu$. Define the integrated longitudinal autocorrelation function of a random fieldThenwhereWriting $C_{ij}=C(z_i-z_j)$ and using the evenness of the covariance gives the equivalent expressionThe derivation also assumes paraxial propagation, weak scattering, sufficient regularity to interchange differentiation and expectation, and statistical homogeneity in both coordinates. Without the short-correlation approximation, the Gaussian identity produces a nonlocal longitudinal memory integral rather than this local closed equation.